I loved your question!!!!
Yes the hot shoe on a camera is the place you will put a flash when and if you get one. The hot shoe has contacts on it that connect with the flash and transfers information back and forth to the between the camera and the flash.
Many newer cameras will come with a cover to protect the contacts. Whenever I get a new camera I take it off and leave it off.
Congrats on getting a new camera and just remember to keep taking pictures!